-67.1%
ZM vs TKO
+291.2%
-358.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -5.7% | +2.3% | -8.0% | -6.2% |
| 30D | -9.1% | -2.5% | -6.6% | -8.7% |
| 3M | +3.5% | -10.6% | +14.1% | +5.7% |
| 6M | +25.7% | -5.1% | +30.7% | +26.5% |
| YTD | +10.8% | -8.2% | +19.0% | +11.6% |
| 1Y | +12.8% | -4.4% | +17.2% | +12.2% |
| 3Y | +33.1% | +100.4% | -67.2% | +7.1% |
| All | -67.1% | +291.2% | -358.3% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling